Form 8606 is a form that is filled out and filed as a part of a tax return when you make non-deductible contributions to a Traditional IRA, or a Roth conversion. You can also file a Form 8606 by itself if you don't include it in your tax return. It is not a form you receive. If you did not make nondeductible contributions to a traditional IRA or do a Roth conversion then you would not have filed Form 8606.